A baking session a week, keeps the depression away.

Other than dancing, I also love baking.

I find baking very therapeutic (the process) and rewarding (the result and feedback from others).

I guess this is how it works in occupational therapy- the person is engaged in the process of doing (/making) something and also getting the reward of his/her own work soon afterwards.

I would definitely second the idea of a person doing/making something s/he likes to relieve from pressure and negative feelings or thoughts.

For me, I dance, I yoga, I swim and I bake. These are easy things to do in everyday life but it's so essential for my sanity. I need to exercise to boost up my physical health, which in turn also boost up my mental health. But baking is somewhat at a different level. It is not absolutely necessary, but it makes me (and people around me who also get a share of the goodies I bake) happy. It's more like a luxury to me-I can't afford to do it everyday. When I do it, I really take the time and enjoy the whole process of it. Being able to make something nice and share the joy with friends really makes me happy.

Many people say that you need to be wary of PhD blue (depression during your PhD study) especially if you are in a competitive academic institution. So I guess, as long as I can keep up with my healthy plan and my weekly luxurious baking time, I shall be pretty safe from the PhD blue. 

Anyway, an apple a day, keeps the doctor away.

I'll say: a baking session a week, keeps the depression away!